+3,231.7%
CLS vs IONS
+313.1%
+2,918.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | -4.8% | +9.4% | +5.3% |
| 30D | -13.9% | +7.2% | -21.1% | -15.1% |
| 3M | -26.6% | -22.7% | -3.9% | -24.2% |
| 6M | +15.4% | -26.9% | +42.3% | +20.0% |
| YTD | +5.7% | -26.6% | +32.2% | +9.7% |
| 1Y | +41.1% | -2.1% | +43.2% | +39.6% |
| 3Y | +1,228.6% | +43.4% | +1,185.2% | +1,102.4% |
| 5Y | +3,240.6% | +47.0% | +3,193.7% | +2,852.6% |
| 10Y | +2,760.3% | +97.2% | +2,663.2% | +2,145.1% |
| All | +3,231.7% | +313.1% | +2,918.6% | +1,137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling